Arpaio, the self-proclaimed “toughest sheriff in America,” said this was not the first time he was threatened. Arpaio is known for his strict treatment of inmates and cracking down on illegal immigration.

“Of course you worry. I’m a victim, I’m a witness. When you convict people, the victim has to be somewhat concerned. I’m a little concerned about my family,” Arpaio said.

Tom Mangan, of the federal Bureau of Alcohol, Tobacco, Firearms, and Explosives, said it may have leaked gunpowder.